CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 0.9225 0.9315 0.0090 1.0% 0.9202
High 0.9257 0.9315 0.0058 0.6% 0.9339
Low 0.9225 0.9315 0.0090 1.0% 0.9202
Close 0.9264 0.9281 0.0017 0.2% 0.9281
Range 0.0032 0.0000 -0.0032 -100.0% 0.0137
ATR
Volume 125 58 -67 -53.6% 358
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9304 0.9292 0.9281
R3 0.9304 0.9292 0.9281
R2 0.9304 0.9304 0.9281
R1 0.9292 0.9292 0.9281 0.9298
PP 0.9304 0.9304 0.9304 0.9307
S1 0.9292 0.9292 0.9281 0.9298
S2 0.9304 0.9304 0.9281
S3 0.9304 0.9292 0.9281
S4 0.9304 0.9292 0.9281
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9685 0.9620 0.9356
R3 0.9548 0.9483 0.9319
R2 0.9411 0.9411 0.9306
R1 0.9346 0.9346 0.9294 0.9379
PP 0.9274 0.9274 0.9274 0.9290
S1 0.9209 0.9209 0.9268 0.9242
S2 0.9137 0.9137 0.9256
S3 0.9000 0.9072 0.9243
S4 0.8863 0.8935 0.9206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9339 0.9202 0.0137 1.5% 0.0016 0.2% 58% False False 71
10 0.9339 0.9024 0.0315 3.4% 0.0008 0.1% 82% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9315
2.618 0.9315
1.618 0.9315
1.000 0.9315
0.618 0.9315
HIGH 0.9315
0.618 0.9315
0.500 0.9315
0.382 0.9315
LOW 0.9315
0.618 0.9315
1.000 0.9315
1.618 0.9315
2.618 0.9315
4.250 0.9315
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 0.9315 0.9277
PP 0.9304 0.9274
S1 0.9292 0.9270

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These figures are updated between 7pm and 10pm EST after a trading day.

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